MATH383
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Introduction to Mathematical Finance
Subject
MATH - Mathematics
Description
An introduction to the fundamental concepts of mathematical finance in an elementary setting. Topics include: risk, return, no arbitrage principle; basic financial derivatives: options, forwards and future contracts; risk free assets, time value of money, zero coupon bonds; risky assets, binomial tree model, fundamental theorem of asset pricing; portfolio management and capital asset pricing model; no arbitrage pricing of financial derivatives; hedging.
Prerequisite(s): Statistics 321.
Prerequisite(s): Statistics 321.
Signature Learning
Research & Creative Scholarship
Course Attributes
Fee Rate Group(Domestic) - A, Fee Rate Group(International) -A, GFC Hours (3-1T), Research & Creative Scholarship - Related
Courses may consist of a Lecture, Lab, Tutorial, and/or Seminar. Students will be required to register in each component that is required for the course as indicated in the schedule of classes. Practicums, internships or other experiential learning modalities are typically indicated as a Lab component.
Component
LEC
Component
TUT
Units
3
Repeat for Credit
No
Subject code
MATH